Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.44% | 76.74 % | 79.08 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,395 CHF | 785 CHF | 100.00% | 100.00% |
19/11/2024 | 1.00% | 77.59 % | 78.37 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,922 CHF | 783 CHF | 100.00% | 100.00% |
18/11/2024 | 1.00% | 77.53 % | 78.31 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,728 CHF | 783 CHF | 100.00% | 100.00% |
15/11/2024 | 1.00% | 77.51 % | 78.29 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,857 CHF | 783 CHF | 100.00% | 100.00% |
14/11/2024 | 1.00% | 77.56 % | 78.34 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,941 CHF | 784 CHF | 100.00% | 100.00% |
13/11/2024 | 1.00% | 77.58 % | 78.36 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,771 CHF | 783 CHF | 100.00% | 100.00% |
12/11/2024 | 1.00% | 77.56 % | 78.34 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,908 CHF | 783 CHF | 14.66% | 14.66% |
11/11/2024 | 1.00% | 77.63 % | 78.41 % | 250,000 | 1,000 | 250,000 | 1,000 | 194,005 CHF | 784 CHF | 100.00% | 100.00% |
08/11/2024 | 1.00% | 77.42 % | 78.20 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,368 CHF | 781 CHF | 97.72% | 97.72% |
07/11/2024 | 1.00% | 77.35 % | 78.13 % | 250,000 | 1,000 | 250,000 | 1,000 | 193,581 CHF | 782 CHF | 100.00% | 100.00% |